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BNP Paribas Call 38 BAC 21.06.202.../  DE000PE84YY9  /

EUWAX
2024-06-13  8:10:10 AM Chg.-0.050 Bid9:20:09 AM Ask9:20:09 AM Underlying Strike price Expiration date Option type
0.190EUR -20.83% 0.180
Bid Size: 21,250		 -
Ask Size: -		 VERIZON COMM. INC. D... 38.00 - 2024-06-21 Call
 

Master data

WKN: PE84YY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2023-02-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.02
Historic volatility: 0.22
Parity: -0.12
Time value: 0.17
Break-even: 39.70
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 31.63
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.45
Theta: -0.14
Omega: 9.65
Rho: 0.00
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.42%
1 Month
  -26.92%
3 Months
  -26.92%
YTD  
+11.76%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.230
1M High / 1M Low: 0.350 0.120
6M High / 6M Low: 0.500 0.120
High (YTD): 2024-01-30 0.500
Low (YTD): 2024-05-30 0.120
52W High: 2024-01-30 0.500
52W Low: 2023-10-12 0.037
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   0.201
Avg. volume 1Y:   0.000
Volatility 1M:   399.05%
Volatility 6M:   246.05%
Volatility 1Y:   227.49%
Volatility 3Y:   -